Strategy Tester Report
AlpariUK-Demo (Build 225)
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 1 Hour (H1) 2009.08.03 01:00 - 2009.10.01 00:00 (2009.08.01 - 2009.10.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | expertId=1; TakeProfit=17; StopLoss=60; TrailingStop=10; Lots=0.1; MinLot=0.1; MaximumRisk=5; FixedLot=false; TimeStart=700; TimeStop=2400; EmaPeriod=10; SmaPeriod=40; slippage=2; shift=1; OrderTriesNumber=2; EAName="mrmon"; | ||||
| Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
| Mismatched charts errors | 7 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -728.00 | Gross profit | 136.00 | Gross loss | -864.00 |
| Profit factor | 0.16 | Expected payoff | -26.00 | ||
| Absolute drawdown | 733.60 | Maximal drawdown | 734.40 (7.34%) | Relative drawdown | 7.34% (734.40) |
| Total trades | 28 | Short positions (won %) | 14 (28.57%) | Long positions (won %) | 14 (42.86%) |
| Profit trades (% of total) | 10 (35.71%) | Loss trades (% of total) | 18 (64.29%) | ||
| Largest | profit trade | 13.60 | loss trade | -48.00 | |
| Average | profit trade | 13.60 | loss trade | -48.00 | |
| Maximum | consecutive wins (profit in money) | 2 (27.20) | consecutive losses (loss in money) | 7 (-336.00) | |
| Maximal | consecutive profit (count of wins) | 27.20 (2) | consecutive loss (count of losses) | -336.00 (7) | |
| Average | consecutive wins | 1 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.08.05 08:00 | sell | 1 | 0.80 | 1.43833 | 1.43893 | 1.43816 | ||
| 2 | 2009.08.05 08:10 | s/l | 1 | 0.80 | 1.43893 | 1.43893 | 1.43816 | -48.00 | 9952.00 |
| 3 | 2009.08.05 20:00 | buy | 2 | 0.80 | 1.44261 | 1.44201 | 1.44278 | ||
| 4 | 2009.08.05 20:02 | s/l | 2 | 0.80 | 1.44201 | 1.44201 | 1.44278 | -48.00 | 9904.00 |
| 5 | 2009.08.06 12:00 | sell | 3 | 0.80 | 1.43988 | 1.44048 | 1.43971 | ||
| 6 | 2009.08.06 12:02 | s/l | 3 | 0.80 | 1.44048 | 1.44048 | 1.43971 | -48.00 | 9856.00 |
| 7 | 2009.08.12 07:00 | buy | 4 | 0.80 | 1.41505 | 1.41445 | 1.41522 | ||
| 8 | 2009.08.12 07:20 | s/l | 4 | 0.80 | 1.41445 | 1.41445 | 1.41522 | -48.00 | 9808.00 |
| 9 | 2009.08.12 08:00 | sell | 5 | 0.80 | 1.41355 | 1.41415 | 1.41338 | ||
| 10 | 2009.08.12 08:02 | s/l | 5 | 0.80 | 1.41415 | 1.41415 | 1.41338 | -48.00 | 9760.00 |
| 11 | 2009.08.12 16:00 | buy | 6 | 0.80 | 1.41940 | 1.41880 | 1.41957 | ||
| 12 | 2009.08.12 16:02 | s/l | 6 | 0.80 | 1.41880 | 1.41880 | 1.41957 | -48.00 | 9712.00 |
| 13 | 2009.08.14 18:00 | sell | 7 | 0.80 | 1.42149 | 1.42209 | 1.42132 | ||
| 14 | 2009.08.14 18:07 | s/l | 7 | 0.80 | 1.42209 | 1.42209 | 1.42132 | -48.00 | 9664.00 |
| 15 | 2009.08.18 18:00 | buy | 8 | 0.80 | 1.41290 | 1.41230 | 1.41307 | ||
| 16 | 2009.08.18 18:02 | t/p | 8 | 0.80 | 1.41307 | 1.41230 | 1.41307 | 13.60 | 9677.60 |
| 17 | 2009.08.19 13:00 | sell | 9 | 0.80 | 1.41029 | 1.41089 | 1.41012 | ||
| 18 | 2009.08.19 13:03 | s/l | 9 | 0.80 | 1.41089 | 1.41089 | 1.41012 | -48.00 | 9629.60 |
| 19 | 2009.08.19 16:00 | buy | 10 | 0.80 | 1.41509 | 1.41449 | 1.41526 | ||
| 20 | 2009.08.19 16:05 | t/p | 10 | 0.80 | 1.41526 | 1.41449 | 1.41526 | 13.60 | 9643.20 |
| 21 | 2009.08.24 22:00 | sell | 11 | 0.80 | 1.42933 | 1.42993 | 1.42916 | ||
| 22 | 2009.08.24 22:15 | s/l | 11 | 0.80 | 1.42993 | 1.42993 | 1.42916 | -48.00 | 9595.20 |
| 23 | 2009.08.25 16:00 | buy | 12 | 0.80 | 1.43457 | 1.43397 | 1.43474 | ||
| 24 | 2009.08.25 16:02 | t/p | 12 | 0.80 | 1.43474 | 1.43397 | 1.43474 | 13.60 | 9608.80 |
| 25 | 2009.08.26 07:00 | sell | 13 | 0.80 | 1.42950 | 1.43010 | 1.42933 | ||
| 26 | 2009.08.26 07:15 | s/l | 13 | 0.80 | 1.43010 | 1.43010 | 1.42933 | -48.00 | 9560.80 |
| 27 | 2009.08.26 08:00 | buy | 14 | 0.80 | 1.43180 | 1.43120 | 1.43197 | ||
| 28 | 2009.08.26 08:07 | t/p | 14 | 0.80 | 1.43197 | 1.43120 | 1.43197 | 13.60 | 9574.40 |
| 29 | 2009.08.26 15:00 | sell | 15 | 0.80 | 1.42778 | 1.42838 | 1.42761 | ||
| 30 | 2009.08.26 15:02 | s/l | 15 | 0.80 | 1.42838 | 1.42838 | 1.42761 | -48.00 | 9526.40 |
| 31 | 2009.08.27 21:00 | buy | 16 | 0.80 | 1.43726 | 1.43666 | 1.43743 | ||
| 32 | 2009.08.27 21:02 | t/p | 16 | 0.80 | 1.43743 | 1.43666 | 1.43743 | 13.60 | 9540.00 |
| 33 | 2009.08.31 07:00 | sell | 17 | 0.80 | 1.42810 | 1.42870 | 1.42793 | ||
| 34 | 2009.08.31 07:15 | s/l | 17 | 0.80 | 1.42870 | 1.42870 | 1.42793 | -48.00 | 9492.00 |
| 35 | 2009.08.31 22:00 | buy | 18 | 0.80 | 1.43390 | 1.43330 | 1.43407 | ||
| 36 | 2009.08.31 22:07 | s/l | 18 | 0.80 | 1.43330 | 1.43330 | 1.43407 | -48.00 | 9444.00 |
| 37 | 2009.09.01 18:00 | sell | 19 | 0.80 | 1.42338 | 1.42398 | 1.42321 | ||
| 38 | 2009.09.01 18:10 | t/p | 19 | 0.80 | 1.42321 | 1.42398 | 1.42321 | 13.60 | 9457.60 |
| 39 | 2009.09.02 23:00 | buy | 20 | 0.80 | 1.42651 | 1.42591 | 1.42668 | ||
| 40 | 2009.09.02 23:50 | s/l | 20 | 0.80 | 1.42591 | 1.42591 | 1.42668 | -48.00 | 9409.60 |
| 41 | 2009.09.04 07:00 | sell | 21 | 0.80 | 1.42552 | 1.42612 | 1.42535 | ||
| 42 | 2009.09.04 07:02 | s/l | 21 | 0.80 | 1.42612 | 1.42612 | 1.42535 | -48.00 | 9361.60 |
| 43 | 2009.09.04 20:00 | buy | 22 | 0.80 | 1.43126 | 1.43066 | 1.43143 | ||
| 44 | 2009.09.04 20:03 | t/p | 22 | 0.80 | 1.43143 | 1.43066 | 1.43143 | 13.60 | 9375.20 |
| 45 | 2009.09.14 07:00 | sell | 23 | 0.80 | 1.45457 | 1.45517 | 1.45440 | ||
| 46 | 2009.09.14 07:15 | t/p | 23 | 0.80 | 1.45440 | 1.45517 | 1.45440 | 13.60 | 9388.80 |
| 47 | 2009.09.14 18:00 | buy | 24 | 0.80 | 1.46143 | 1.46083 | 1.46160 | ||
| 48 | 2009.09.14 18:07 | s/l | 24 | 0.80 | 1.46083 | 1.46083 | 1.46160 | -48.00 | 9340.80 |
| 49 | 2009.09.18 08:00 | sell | 25 | 0.80 | 1.47257 | 1.47317 | 1.47240 | ||
| 50 | 2009.09.18 08:15 | t/p | 25 | 0.80 | 1.47240 | 1.47317 | 1.47240 | 13.60 | 9354.40 |
| 51 | 2009.09.22 07:00 | buy | 26 | 0.80 | 1.47161 | 1.47101 | 1.47178 | ||
| 52 | 2009.09.22 07:02 | s/l | 26 | 0.80 | 1.47101 | 1.47101 | 1.47178 | -48.00 | 9306.40 |
| 53 | 2009.09.23 19:00 | sell | 27 | 0.80 | 1.47741 | 1.47801 | 1.47724 | ||
| 54 | 2009.09.23 19:20 | t/p | 27 | 0.80 | 1.47724 | 1.47801 | 1.47724 | 13.60 | 9320.00 |
| 55 | 2009.09.30 07:00 | buy | 28 | 0.80 | 1.46263 | 1.46203 | 1.46280 | ||
| 56 | 2009.09.30 07:15 | s/l | 28 | 0.80 | 1.46203 | 1.46203 | 1.46280 | -48.00 | 9272.00 |